Last Update: 4 Jul 2020 4:15 GMT+0

The Egypt 10Y Government Bond has a 14.316% yield.

10 Years vs 2 Years bond spread is 78.6 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 9.25% (last modification in March 2020).

The Egypt credit rating is B, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 458.27 and implied probability of default is 7.64%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 40.7 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 54.4 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 78.6 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B
-
Moody's Investors Service
B2
-
Fitch Ratings
B+
-
DBRS
-
-
Egypt Credit Ratings History
Interest Rates
Central Bank Rate 9.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 458.27 -4.23 % -15.80 % +49.27 % 7.64 %

Egypt Government Bonds

List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 13.941% +121.5 bp -191.9 bp
6 months 13.618% +106.1 bp -181.3 bp
9 months 13.336% +69.1 bp -165.2 bp
1 year 13.123% +53.4 bp -159.4 bp 88.40 -0.47 % +1.41 %
2 years 13.530% +36.1 bp -108.3 bp 77.59 -0.63 % +1.92 %
3 years 13.847% +21.9 bp -57.2 bp 67.77 -0.57 % +1.51 %
5 years 14.074% +23.2 bp -14.6 bp 51.77 -1.01 % +0.64 %
7 years 14.262% +20.7 bp +17.2 bp 39.33 -1.26 % -1.03 %
10 years 14.316% 0.0 bp +19.1 bp 26.24 0.00 % -1.65 %

10Y Bond Yield Spread - Egypt vs Main Countries

The Egypt 10Y Government Bond has a 14.316% yield. Click on Spread value for the historical serie.

A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.

Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.

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Egypt 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 1475.2 bp +11.7 +33.7
France 10Y 1443.2 bp +10.5 +33.0
Japan 10Y 1428.3 bp +0.2 +14.6
United Kingdom 10Y 1412.9 bp +12.4 +74.1
Spain 10Y 1387.5 bp +11.0 +13.4
Canada 10Y 1375.9 bp +12.1 +117.3
United States 10Y 1364.7 bp +15.6 +131.5
Australia 10Y 1341.0 bp +17.4 +50.7
Italy 10Y 1299.5 bp +8.9 +21.2
China 10Y 1138.7 bp -7.7 +45.6
India 10Y 847.1 bp -4.9 +85.6
Russia 10Y 827.6 bp -42.0 +38.6
Brazil 10Y 784.9 bp +25.8 +45.0

Egypt Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 14.316% 26.24 31.39 41.70 52.00 62.30 72.61
7 years 14.262% 39.33 43.58 52.09 60.60 69.11 77.61
5 years 14.074% 51.77 55.20 62.05 68.90 75.76 82.61
3 years 13.847% 67.77 70.10 74.75 79.41 84.06 88.72
2 years 13.530% 77.59 79.24 82.56 85.87 89.18 92.50
1 year 13.123% 88.40 89.28 91.05 92.82 94.59 96.36
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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